Advanced Portfolio Optimization

Dany Cajas ()
Additional contact information
Dany Cajas: Orenji EIRL

in Springer Books from Springer

Date: 2025
ISBN: 978-3-031-84304-4
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch Chapter 1 Introduction

Dany Cajas

Ch Chapter 10 Risk Parity Optimization

Dany Cajas

Ch Chapter 11 Robust Optimization

Dany Cajas

Ch Chapter 12 Hierarchical Clustering Portfolios

Dany Cajas

Ch Chapter 13 Graph Theory-Based Portfolios

Dany Cajas

Ch Chapter 14 Generation of Synthetic Data

Dany Cajas

Ch Chapter 15 Backtesting Process

Dany Cajas

Ch Chapter 2 Why Use Python?

Dany Cajas

Ch Chapter 3 Sample Based Methods

Dany Cajas

Ch Chapter 4 Risk Factors Models

Dany Cajas

Ch Chapter 5 Black Litterman Models

Dany Cajas

Ch Chapter 6 Codependence and Dissimilarity Measures

Dany Cajas

Ch Chapter 7 Convex Risk Measures

Dany Cajas

Ch Chapter 8 Return-Risk Trade-Off Optimization

Dany Cajas

Ch Chapter 9 Real Feature Constraints

Dany Cajas

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-031-84304-4

Ordering information: This item can be ordered from
http://www.springer.com/9783031843044

DOI: 10.1007/978-3-031-84304-4

Access Statistics for this book

More books in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().